I tried making babka the first time using this recipe and it was a big success.
I was also confused by the question of rolling the log the long way or short way. At the end, I rolled it the long way, split the log to do the fancy twist. It worked really well and gave a few more twists for good looks.
I made one babka following the recipe for filling, and then made the other one with coconut filling. With the assistance of the live help at King Arthur, here is what I came up with as filling for ONE babka:
1/2 C Shredded Unsweetened Coconut
3/4 C Sugar (Can reduce to 1/2 C for people who like it less sweet, or if using sweetened coconut)
1 Tbs Back Sesame Seeds, Toasted
1 Tbs White Sesame Seeds, Toasted
3 Tbs Butter, Melted
1 Egg Yolk
Pinch Salt
The KA live help also suggested possibly adding Vanilla, or using Coconut Cream, or using corn starch to precook the coconut before applying. But what I did already held together very well and very flavorful. Maybe you can try your version and share it with us.

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